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November 2014, Volume 43, Issue 21
- 4589-4611 A Parametric Test of Perfect Ranking in Balanced Ranked Set Sampling
by Ehsan Zamanzade & Nasser Reza Arghami & Michael Vock - 4612-4627 On the Properties of the SAVE Directions
by Santiago Velilla - 4628-4641 Quantile Regression For Longitudinal Biomarker Data Subject to Left Censoring and Dropouts
by Minjae Lee & Lan Kong - 4642-4649 On Secure Communication in a Sensor Network
by Bhupendra Gupta - 4650-4667 Influence in the Elliptical Modified Ridge Regression
by M. Amanullah & G. R. Pasha & M. Aslam
October 2014, Volume 43, Issue 20
- 4223-4240 On General Multivariate Mixture Models
by Xiaoliang Ling & Peng Zhao - 4241-4252 A Further Study of Predictions in Linear Mixed Models
by Hu Yang & Huiliang Ye & Kai Xue - 4253-4264 Bayesian Estimation of Regression Coefficients Under Extended Balanced Loss Function
by Anoop Chaturvedi & Shalabh - 4265-4280 A Simple Distribution for the Sum of Correlated, Exchangeable Binary Data
by Gary Witt - 4281-4296 Maximizing Complex Likelihoods via Directed Stochastic Searching Algorithm
by Sheng-Mao Chang - 4297-4307 Evaluation of Measurement Comparisons Using Generalized Least Squares: the Role of Participants’ Estimates of Systematic Error
by John F. Clare & Annette Koo & Robert B. Davies - 4308-4323 Robust Estimation of Parameters in Simple Linear Profiles Using M-Estimators
by Mohsen Ebadi & Hamid Shahriari - 4324-4336 An Optimality Probability Index for Correlated Multiple Responses
by Mahdi Bashiri & Mohammad Hasan Bakhtiarifar - 4337-4356 Group-based Criminal Trajectory Analysis Using Cross-validation Criteria
by J. D. Nielsen & J. S. Rosenthal & Y. Sun & D. M. Day & I. Bevc & T. Duchesne - 4357-4370 On the Nearness of Records to Population Quantiles with Respect to Order Statistics in the Sense of Pitman Closeness
by Mosayeb Ahmadi & G. R. Mohtashami Borzadaran - 4371-4383 The Continuous Run Sum Chart
by Cesar A. Acosta-Mejia & Luis Rincon - 4384-4400 Tikhonov’s Regularization to the Deconvolution Problem
by Dang Duc Trong & Cao Xuan Phuong & Truong Trung Tuyen & Dinh Ngoc Thanh - 4401-4414 On a Correction of the Scale MLE for a Two-Parameter Exponential Distribution Under Progressive Type-I Censoring
by Erhard Cramer & Miriam Tamm - 4415-4427 A Generalized Stochastic Restricted Ridge Regression Estimator
by M. I. Alheety & B. M. Golam Kibria - 4428-4443 A Proportional Hazard Marshall–Olkin Extended Family of Distributions and its Application to Gompertz Distribution
by R. A. Al-Jarallah & M. E. Ghitany & Ramesh C. Gupta
October 2014, Volume 43, Issue 19
- 3997-4010 Generalized Estimating Equations to Binary Probit Model
by M-L. Feddag - 4011-4024 An NMF-framework for Unifying Posterior Probabilistic Clustering and Probabilistic Latent Semantic Indexing
by Zhong-Yuan Zhang & Tao Li & Chris Ding & Jie Tang - 4025-4045 Bayesian Estimation for Linear Functions of Poisson Rates
by Lizanne Raubenheimer & Abrie Van der Merwe - 4046-4061 Failure Rate and Aging Properties of Generalized Beta- and Gamma-generated Distributions
by Ioannis S. Triantafyllou & Markos V. Koutras - 4062-4073 Optimal Age Policy for a Used System with Imperfect Preventive Maintenance and Cumulative Damage Model
by Yen-Luan Chen - 4074-4087 Simultaneous Confidence Intervals for the Population Cell Means, for Two-by-Two Factorial Data, that Utilize Uncertain Prior Information
by Paul Kabaila & Khageswor Giri - 4088-4102 Empirical Likelihood for Partial Linear Models under Negatively Associated Errors
by Zheng-Yan Lin & Ran Wang - 4103-4108 The Representation of Hypergeometric Random Variables using Independent Bernoulli Random Variables
by Stefen Hui & C. J. Park - 4109-4122 Balakrishnan Skew-t Distribution and Associated Statistical Characteristics
by S. Shafiei & M. Doostparast - 4123-4142 Confidence Intervals for Nonparametric Regression Functions with Missing Data
by Yongsong Qin & Tao Qiu & Qingzhu Lei - 4143-4155 Understanding Directional Dependence Through Angular Correlation
by Engin A. Sungur & Jessica M. Orth - 4156-4163 Empirical Likelihood for Generalized Partially Linear Single-index Models
by Zhuoxi Yu & Bing He & Min Chen - 4164-4178 Marginal Correlation from Logit- and Probit-Beta-Normal Models for Hierarchical Binary Data
by Tony Vangeneugden & Geert Molenberghs & Geert Verbeke & Clarice G.B. Demétrio - 4179-4186 On Using Hellinger Distance in Checking the Validity of Dynamic Approximations
by Ali. S. Gargoum - 4187-4194 A Note on the Berry-Esséen Bound of Sample Quantiles for ϕ-mixing Sequence
by Wenzhi Yang & Xuejun Wang & Shuhe Hu - 4195-4214 On The Optimal Choice of Cube and Star Replications in Restricted Second-Order Designs
by U. C Nduka & P. E. Chigbu - 4215-4222 Moderate deviation principle for the error variance estimator in linear models
by Yu Miao & Weiqiang Geng & Nan Li & Qing Xiao
September 2014, Volume 43, Issue 18
- 3777-3796 A Strong Law of Large Numbers for Strongly Mixing Processes
by A. Kontorovich & A. Brockwell - 3797-3811 Tail Probability Ratios of Normal and Student’s t Distributions
by Tiejun Tong & Heng Peng - 3812-3835 Conditional Score Tests for Heteroscedasticity in the Two-Way Error Components Model
by Eugene Kouassi & Joel Sango & JM Bosson Brou & Mbodja Mougoué - 3836-3847 On the Percentile Residual Lifetime of Parallel Systems
by M. Shafaei Noughabi & A. H. Rezaei Roknabadi & G. R. Mohtashami Borzadaran - 3848-3865 Some Asymptotic Formulas for a Brownian Motion from The Maximum and Minimum Domains with Regular Varying Boundary
by Dawei Lu - 3866-3892 A Summary of Some Research on PC and Bayesian PC Criterion in China
by Laisheng Wei - 3893-3904 Generalized Empirical Likelihood Inference in Generalized Linear Models for Longitudinal Data
by Ruiqin Tian & Liugen Xue - 3905-3926 A Consistent Method of Estimation For The Three-Parameter Gamma Distribution
by Hideki Nagatsuka & N. Balakrishnan & Toshinari Kamakura - 3927-3942 Semi-parametric Efficient Inference for Heteroscedastic Semivarying-coefficient Models
by Xuemei Hu - 3943-3954 Strong Law of Large Numbers for Countable Asymptotic Circular Markov Chains
by Weiguo Yang & Bei Wang & Zhiyan Shi - 3955-3985 Bayesian Inference for the Jump-Diffusion Model with M Jumps
by Maciej Kostrzewski - 3986-3996 Efficient Rank Regression with Wavelet Estimated Scores
by E. Kwessi & A. Abebe & G. De Souza
September 2014, Volume 43, Issue 17
- 3553-3573 Analyzing Mean Profiles of Nonnormal Populations
by Solomon W. Harrar & Jin Xu - 3574-3579 Generating Bivariate Uniform Data with a Full Range of Correlations and Connections to Bivariate Binary Data
by Hakan Demirtas - 3580-3595 Local Influence Analysis for The Ridge Regression Under Stochastic Linear Restrictions
by Lian Yang & Hu Yang - 3596-3601 Fractional Moments and Maximum Entropy: Geometric Meaning
by Henryk Gzyl & Pier Luigi Novi Inverardi & Aldo Tagliani - 3602-3613 Nonparametric Tests for Comparing Several Coefficients of Variation
by Reem Al-Jarallah & Emad-Eldin A. A. Aly - 3614-3628 Asymptotics of Likelihood Ratio Tests for General One-sided Hypotheses in the Two-sample Normal Model
by Yoshiji Takagi - 3629-3640 Preliminary Test Estimators Induced by Three Large Sample Tests for Stochastic Constraints in a Regression Model with Multivariate Student-t Error
by Xinfeng Chang & Hu Yang - 3641-3660 Preliminary test and Bayes Estimation of a Location Parameter Under Blinex Loss
by J. Coetsee & A. Bekker & S. Millard - 3661-3673 On Some Properties of Autopersistence Functions and Autopersistence Graphs
by Šárka Hudecová - 3674-3689 A Class of Distributions with Linear Hazard Quantile Function
by N.N. Midhu & P.G. Sankaran & N. Unnikrishnan Nair - 3690-3697 LIL for the Adjusted Range of Partial Sums in AR(1) Models with Possibly Infinite Variance
by Hui Zhou & Jie Li & Ke-Ang Fu - 3698-3719 An Automated MCEM Algorithm for Hierarchical Models with Multivariate and Multitype Response Variables
by Vera Georgescu & Nicolas Desassis & Samuel Soubeyrand & André Kretzschmar & Rachid Senoussi - 3720-3725 Extended Glivenko–Cantelli Theorem in Nonparametric Regression
by Fuxia Cheng & Jigao Yan & Lijian Yang - 3726-3732 On Complete Convergence for Weighted Sums of NA Random Fields
by Mi-Hwa Ko - 3733-3750 The CUSUM Test for Detecting Structural Changes in Strong Mixing Processes
by F. Azizzadeh & S. Rezakhah - 3751-3761 Block Bootstrapping for Kernel Density Estimators under ψ-Weak Dependence
by Eunju Hwang & Dong Wan Shin - 3762-3776 Estimating a Finite Mixed Exponential Distribution under Progressively Type-II Censored Data
by Yuzhu Tian & Maozai Tian & Qianqian Zhu
August 2014, Volume 43, Issue 16
- 3329-3342 Identification of Longitudinal Biomarkers in Survival Analysis for Competing Risks Data
by Feng-Shou Ko - 3343-3370 Multiple Case High Leverage Diagnosis in Regression Quantiles
by Edmore Ranganai & Johan O. Van Vuuren & Tertius De Wet - 3371-3379 Universally Optimal Designs Balanced for Neighbor Effects
by Rashid Ahmed & Ijaz Iqbal & Munir Akhtar - 3380-3401 An Efficient Class of Estimators for the Population Mean Using Auxiliary Information in Stratified Random Sampling
by Ramkrishna S. Solanki & Housila P. Singh - 3402-3428 On the Characterization of Copulas by Differential Equations
by Piotr Jaworski - 3429-3442 Estimation of Population Mean Under Non Response in Two-Occasion Rotation Patterns
by G. N. Singh & J. P. Karna - 3443-3463 Quantile Inequalities for the Expectations of Generalized L-Statistics
by Tomasz Rychlik - 3464-3484 Linear Quantile Regression Based on EM Algorithm
by Yuzhu Tian & Maozai Tian & Qianqian Zhu - 3485-3498 An EWMA-Type Control Chart for Monitoring the Process Mean Using Auxiliary Information
by Nasir Abbas & Muhammad Riaz & Ronald J. M. M. Does - 3499-3515 Inverse Probability Weighting with Missing Predictors of Treatment Assignment or Missingness
by Shaun Seaman & Ian White - 3516-3535 Weighted Estimator for the Linear Transformation Models with Multivariate Failure Time Data
by Zhiping Qiu & Makhija Neeta & Yong Zhou - 3536-3551 An Empirical Bayes Method for Multivariate Meta-analysis with an Application in Clinical Trials
by Yong Chen & Sheng Luo & Haitao Chu & Xiao Su & Lei Nie
August 2014, Volume 43, Issue 15
- 3095-3116 Estimation of Population Mean in the Presence of Linear Trend
by J. Subramani & Sarjinder Singh - 3117-3134 Efficient Estimation for Semi-varying Coefficient Model with An Invertible Linear Process Error
by Xuemei Hu - 3135-3147 The Steady-State Performance of Cumulative Count of a Conforming Control Chart Based On Runs Rules
by S. K. Khilare & D. T. Shirke - 3148-3161 Failure Time of Non Homogeneous Gamma Process
by Christian Paroissin & Ali Salami - 3162-3169 A Note on the Hartley-Ross Unbiased Ratio Estimator
by T. J. Rao & A. K. P. C. Swain - 3170-3185 Some Limit Behaviors for Linear EV Model with Replicate Observations
by Yu Miao & Nan Li & Weiqiang Geng & Yaohua Zhang - 3186-3207 Construction of Fuzzy Control Charts Based on Weighted Possibilistic Mean
by Dabuxilatu Wang & Pinghui Li & Masami Yasuda - 3208-3222 Method of Moments Estimation in Linear Regression with Errors in both Variables
by Jonathan Gillard - 3223-3247 Optimal Reinsurance Under VaR and CTE Risk Measures When Ceded Loss Function is Concave
by Zhi-Yi Lu & Le-Ping Liu & Qing-Jie Shen & Li-Li Meng - 3248-3268 Empirical Likelihood-Based Confidence Intervals for the Sensitivity of a Continuous-Scale Diagnostic Test with Missing Data
by Binhuan Wang & Gengsheng Qin - 3269-3285 Improved Ratio and Product Exponential type Estimators for Finite Population Mean in Stratified Random Sampling
by Rohini Yadav & Lakshmi N. Upadhyaya & Housila P. Singh & S. Chatterjee - 3286-3301 Shannon Information In k-records
by M. Madadi & M. Tata - 3302-3313 A Finite Horizon Dynamic Programming Model for Production and Repair Decisions
by Mohammad Saber Fallahnezhad - 3314-3328 Non Null Asymptotic Distributions of Some Criteria in Censored Exponential Regression
by Artur J. Lemonte
July 2014, Volume 43, Issue 14
- 2859-2869 The Lack of Memory Property in the Density Form for the Bivariate Setup
by Rishideep Roy & Dilip Roy - 2870-2885 Valuation of Equity-indexed Annuities with Stochastic Interest Rate and Jump Diffusion
by Linyi Qian & Rongming Wang & Qian Zhao - 2886-2896 On a Family of Trimodal Distributions
by Xiaowu Li & Jingyan Hao & Jie Zhou & Dasen Ren - 2897-2906 Some Comments Regarding the Synthetic Chart
by Marcela A. G. Machado & Antonio F. B. Costa - 2907-2922 Supplier Evaluation and Selection Based on Stochastic Dominance: A Quality-Based Approach
by Ming-Hung Shu & Hsien-Chung Wu - 2923-2937 On Complete Convergence for an Extended Negatively Dependent Sequence
by Xuejun Wang & Xiaoqin Li & Shuhe Hu & Xinghui Wang - 2938-2950 Learning Concepts and Taxonomic Relations by Metric Learning for Regression
by Chen Sun & Ming Zhao & Yangjing Long - 2951-2957 A Modification of a Percentile Estimation Procedure Based on Generalized Polya Urns
by Rameela Chandrasekhar & Gregory E. Wilding - 2958-2972 A Generalization of Turnbull’s Estimator for Interval-Censored and Doubly Truncated Data
by Pao-Sheng Shen - 2973-2988 Bayes Inference in Constant Partially Accelerated Life Tests for the Generalized Exponential Distribution with Progressive Censoring
by Z. F. Jaheen & H. M. Moustafa & G. H. Abd El-Monem - 2989-3006 Some Results Based on a Version of the Generalized Dynamic Entropies
by S. Yasaei Sekeh & G. R. Mohtashami Borzadaran & A. H. Rezaei Roknabadi - 3007-3018 Moderate Deviations Results for a Symmetry Testing Statistic Based on the Kernel Density Estimator for Directional Data
by Lina Li - 3019-3026 Group Testing, the Pooled Hypergeometric Distribution, and Estimating the Number of Defectives in Small Populations
by C. M. Theobald & A. M. Davie - 3027-3046 A Contrasting Study of Likelihood Methods for the Analysis of Longitudinal Binary Data
by Weiming Yang & N. Rao Chaganty - 3047-3056 The Asymptotic Behavior of INAR (p) Models
by Mingtian Tang & Yunyan Wang - 3057-3079 Diagnosis Aids in Multivariate Multiple Linear Regression Profiles Monitoring
by Amirhossein Amiri & Abbas Saghaei & Mohammad Mohseni & Yaser Zerehsaz - 3080-3094 Asymptotically Informative Prior for Bayesian Analysis
by Ao Yuan & Jan G. De Gooijer
July 2014, Volume 43, Issue 13
- 2605-2617 Chi-Squared Type Test for the AFT-Generalized Inverse Weibull Distribution
by Hafida Goual & Nacira Seddik-Ameur - 2618-2628 Cramér Asymptotic Efficiency in a Semiparametric Model
by Min Yi & Guohua Deng & Hua Liang - 2629-2641 Simple Robust Tests for Autocorrelated Errors in Time Series Design Intervention Models
by Oluwagbohunmi A. Awosoga & Joseph W. Mckean & Bradley E. Huitema - 2642-2658 Nonparametric Wavelet Regression Based on Biased Data
by Christophe Chesneau & Esmaeil Shirazi - 2659-2673 Mixed Correlated Bivariate Ordinal and Negative Binomial Longitudinal Responses with Nonignorable Missing Values
by E. Bahrami Samani & M. Ganjali - 2674-2688 A New Markov Binomial Distribution
by Leda D. Minkova & Edward Omey - 2689-2701 Minimum Size Survival Analysis Sampling Plans for Comparing Multiple Treatment Groups to a Single Control Group
by Daniel R. Jeske & James M. Flegal & Stephen R. Spindler - 2702-2713 Analysis of Order Statistics from Distributions with Regularly Varying Tails
by Yu Huang & Yongling Li & Maochao Xu - 2714-2725 On the Rate of Complete Convergence for Weighted Sums of Arrays of Rowwise ϕ-Mixing Random Variables
by Aiting Shen & Xinghui Wang & Xiaoqin Li & Xuejun Wang - 2726-2733 A Note on Fisher Information and Imperfect Ranked-Set Sampling
by Jesse Frey - 2734-2751 A Joint Score Test for Heteroscedasticity in the Two Way Error Components Model
by Eugene Kouassi & Joel Sango & J. M. Bosson Brou & Mbodja Mougoué - 2752-2765 Rate of Convergence of Strong Law of Large Numbers for Positively Associated Sequences
by Guo-Dong Xing & Shan-Chao Yang - 2766-2781 On the Use of the Importance Measure for Multi-State Repairable k-out-of-n: G Systems
by Hongyan Dui & Shubin Si & Zhiqiang Cai & Shudong Sun & Yingfeng Zhang - 2782-2798 Outliers in Multi-Response Experiments
by Lalmohan Bhar & Sankalpa Ojha - 2799-2814 Marginal Nested Interactions for Contingency Tables
by Manuela Cazzaro & Roberto Colombi - 2815-2829 Edge Estimation in the Population of a Binary Tree Using Node-Sampling
by D. Shukla & Yashwant Singh Rajput & Narendra Singh Thakur - 2830-2843 Multiple Comparisons Controlling Expected Number of False Discoveries
by Xianhua Meng & Jinglong Wang & Xianyi Wu - 2844-2857 The Relationship Between the T2 Statistic and the Influence Function
by Robert L. Mason & Youn-Min Chou & John C. Young
May 2014, Volume 43, Issue 10-12
- 1991-1991 Preface
by P. S. Chan & H. K. T. Ng & M. L. Tang - 1992-2006 Baker- Lin-Huang Type Bivariate Distributions Based on Order Statistics
by K. Bayramoglu & I. Bayramoglu (Bairamov) - 2007-2033 On the Exact and Near-Exact Distributions of the Product of Generalized Gamma Random Variables and the Generalized Variance
by Carlos A. Coelho & Barry C. Arnold - 2034-2044 Modeling of Acoustic Signal Energies with a Generalized Frank Copula. A Linguistic Conjecture is Reviewed
by Jesús E. García & V. A. González-López - 2045-2065 A Polynomial Logistic Distribution and its Applications in Finance
by Vasileios M. Koutras & Konstantinos Drakos & Markos V. Koutras - 2066-2080 On the Additive Weibull Distribution
by Artur J. Lemonte & Gauss M. Cordeiro & Edwin M. M. Ortega - 2081-2093 Covariance Matrix Functions of Isotropic Vector Random Fields
by Renxiang Wang & Juan Du & Chunsheng Ma - 2094-2104 Estimate for the Finite-time Ruin Probability in the Discrete-time Risk Model with Insurance and Financial Risks
by Yang Yang - 2105-2117 On Conditionally Independent Random Variables, Copula and Order Statistics
by Ismihan Bayramoglu (Bairamov) - 2118-2134 Two Applications of Statistics to Traffic Models
by Enrique Castillo & MarÍa Nogal & Aida Calviño - 2135-2155 Extreme Value Analysis for Progressively Type-II Censored Order Statistics
by Erhard Cramer - 2156-2168 Kernel Density Estimator From Ranked Set Samples
by Johan Lim & Min Chen & Sangun Park & Xinlei Wang & Lynne Stokes - 2169-2182 Closeness of k-records to Progressive Type-II Censored Order Statistics for Location-scale Families
by Elham Mirfarah & Jafar Ahmadi - 2183-2198 On Bivariate Order Statistics from Elliptical Distributions
by Reza Pourmousa & Ahad Jamalizadeh - 2199-2213 Maximal Expectations of Extreme Order Statistics from Increasing Density and Failure Rate Populations
by Tomasz Rychlik - 2214-2226 Moments of Order Statistics from Weibull Distribution in the Presence of Multiple Outliers
by Khalaf S. Sultan & Mohamed E. Moshref - 2227-2235 Permutation Approaches for Stochastic Ordering
by Stefano Bonnini & Nicola Prodi & Luigi Salmaso & Chiara Visentin - 2236-2249 Some Multiple Decision Procedures for Comparing Several Population Proportions
by Ren-Fen Lee & Hsu-Sheng Wang & Wen-Hung Wu & Deng-Yuan Huang - 2250-2259 A Restricted Subset Selection Rule for Selecting at Least One of the t Best Normal Populations in Terms of Their Means When Their Common Variance is Known, Case II
by Pinyuen Chen & Lifang Hsu & S. Panchapakesan - 2260-2273 Ordering Properties of Convolutions from Heterogeneous Populations: A Review on Some Recent Developments
by Peng Zhao & Xiaohu Li - 2274-2285 A Lower Bound for the Wrap-around L2-discrepancy on Combined Designs of Mixed Two- and Three-level Factorials
by Zujun Ou & Hong Qin & Xu Cai - 2286-2296 Hyper-Graeco-Latin Squares and Fractional Factorial Designs
by Pen-Hwang Liau & Pi-Hsiang Huang & Jui-Jung Ho & Yen-Hung Chen - 2297-2310 Solving Noisy ICA Using Multivariate Wavelet Denoising with an Application to Noisy Latent Variables Regression
by Vahid Nassiri & Mina Aminghafari & Ali Mohammad-Djafari - 2311-2321 New Influence Measures in Polytomous Logistic Regression Models Based on Phi-Divergence Measures
by Nirian MartÍn & Leandro Pardo - 2322-2341 Prediction of Times to Failure of Censored Items for a Simple Step-Stress Model with Regular and Progressive Type I Censoring from the Exponential Distribution
by Indrani Basak - 2342-2356 General Model for Reliability-Based Engineering Design
by Efrén M. Benavides - 2357-2369 A Bayesian Approach for Selecting the Best Exponential Population with Interval Censored Samples
by Ming-Chung Yang & Lee-Shen Chen & Tachen Liang - 2370-2383 Constant Stress Accelerated Life Test on a Multiple-Component Series System under Weibull Lifetime Distributions
by Tsai-hung Fan & Tsung-ming Hsu - 2384-2394 Asymptotic Comparison Between Constant-stress Testing and Step-stress Testing for Type-I Censored Data from Exponential Distribution
by David Han & H.K.T. Ng - 2395-2405 On Estimating the Residual Rényi Entropy under Progressive Censoring
by Sarah Jomhoori & Fatemeh Yousefzadeh - 2406-2418 Birnbaum Reliability Importance for (n,f,k) and ⟨n,k,f⟩ System
by K. K. Kamalja - 2419-2428 Optimal Selection of the Most Reliable Design Based on Gamma Degradation Processes
by Chih-chun Tsai & Chien-tai Lin - 2429-2451 Bayesian Accelerated Life Testing under Competing Weibull Causes of Failure
by Soumya Roy & Chiranjit Mukhopadhyay - 2452-2467 On Uniformly Optimal Networks: A Reversal of Fortune?
by Michael P. McAssey & Francisco J. Samaniego - 2468-2475 On the Failure Probability of Used Coherent Systems
by Majid Asadi & Amir R. Asadi - 2476-2488 Approximations for Multiple Scan Statistics on the Circle
by Chien-Tai Lin - 2489-2504 Variable Window Scan Statistics for Normal Data
by Xiao Wang & Joseph Glaz - 2505-2515 Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model
by Jennifer S.K. Chan & S.T. Boris Choy & Connie P.Y. Lam - 2516-2526 Robust Model Selection for Stochastic Processes
by Jesús E. García & V. A. González-López & M. L. L. Viola - 2527-2539 Equivalent Conditions of Complete Moment Convergence of Weighted Sums for ϕ-Mixing Sequence of Random Variables
by Ming Le Guo - 2540-2548 Asymptotics of the Finite-time Ruin Probability for the Sparre Andersen Risk Model Perturbed by an Inflated Stationary Chi-process
by Enkelejd Hashorva & Lanpeng Ji - 2549-2562 Uniform Convergence of Compactly Supported Wavelet Expansions of Gaussian Random Processes
by Yuriy Kozachenko & Andriy Olenko & Olga Polosmak - 2563-2569 A Unified Approach for Construction of Probability Models for Bivariate Linear and Directional Data
by Ashis Sengupta & S. H. Ong - 2570-2580 Modeling Lifetimes by a Stochastic Process Hitting a Critical Point
by Josemar Rodrigues & Gauss M. Cordeiro & Mário de Castro - 2581-2594 Almost Sure Convergence of Weighted Sums for Negatively Associated Random Variables
by Shoufang Xu & Yu Miao - 2595-2604 Asymptotics for Tail Probability of Random Sums with a Heavy-Tailed Number and Dependent Increments
by Kaiyong Wang & Jinguan Lin & Yang Yang
May 2014, Volume 43, Issue 9
- 1873-1886 An Approximation of Subfractional Brownian Motion
by Guangjun Shen & Litan Yan - 1887-1906 On Generalized Binomial and Negative Binomial Distributions for Dependent Bernoulli Variables
by Peter Zörnig - 1907-1917 Hypothesis Testing in a Rayleigh Diffusion Model
by Nenghui Kuang & Fuqing Gao - 1918-1923 A Note on the Compatibility of Bivariate Copulas
by Fabrizio Durante & Juan Fernández Sánchez - 1924-1938 A Bivariate Gamma Model for a Latent Degradation Process
by Soudabeh Shemehsavar - 1939-1948 Characterizations of Bivariate Models Using Some Dynamic Conditional Information Divergence Measures
by J. Navarro & S. M. Sunoj & M. N. Linu - 1949-1955 Multivariate Process Capability Indices: A Directional Approach
by Miroslav Šiman - 1956-1978 Wavelet Analysis of Change Points in Nonparametric Hazard Rate Models Under Random Censorship
by Jingle Wang & Ming Zheng & Wen Yu - 1979-1990 A Smooth Bootstrap Procedure towards Deriving Confidence Intervals for the Relative Risk
by Dongliang Wang & Alan D. Hutson
April 2014, Volume 43, Issue 8
- 1601-1612 Estimators for the Drift of Subfractional Brownian Motion
by Guangjun Shen & Litan Yan - 1613-1629 Unbiased Estimator for a Covariance Matrix Under Two-Step Monotone Incomplete Sample
by Shin-Ichi Tsukada - 1630-1648 Topics on Dynamic Panel Data Models with Random Effects Using Semi-Parametric Bayesian Approach
by Iraj Kazemi & Reyhaneh Rikhtehgaran - 1649-1665 On the Reliability of (n, f, k) and 〈n, f, k〉 Systems
by K. K. Kamalja & R. L. Shinde - 1666-1685 A Note on the Frequency Polygon Based on the Weighted Sums of Binned Data
by Wen-shuenn Deng & Jyh-shyang Wu & Li-ching Chen & Shun-jie Ke - 1686-1697 A Distribution-free Approach in Statistical Modelling with Repeated Measurements and Missing Values
by Nan Wang & Wei Liu - 1698-1707 Bounds for the Expected Time to Extinction and the Probability of Extinction in the Galton-Watson Process
by JosÉ E. ValdÉs & Yoel G. Yera & Leonel Zuaznabar - 1708-1735 A Class of Goodness-of-fit Tests Based on Transformation
by Simos G. Meintanis & Ma Dolores JimÉnez Gamero & V. Alba-fernÁndez - 1736-1749 Some Asymptotics for Localized Principal Components and Curves
by Jochen Einbeck & Mohammad A. Zayed - 1750-1757 A Note on the Inverse Moment for the Non Negative Random Variables
by Shuhe Hu & Xinghui Wang & Wenzhi Yang & Xuejun Wang - 1758-1777 An Improvement of Poisson Approximation for Sums of Dependent Bernoulli Random Variables
by K. Teerapabolarn - 1778-1792 Bias Reduction for the Maximum Likelihood Estimator of the Parameters of the Generalized Rayleigh Family of Distributions
by Xiao Ling & David E. Giles - 1793-1799 A Note on the Upper Bound to Variance of the Sample Extreme from a Finite Population
by Andrius Čiginas & Dalius Pumputis - 1800-1823 Empirical Likelihood for First-order Autoregressive Error-in-variable of Models With Validation Data
by Shi-hang Yu & De-hui Wang - 1824-1833 Temporal Disaggregation of Economic Time Series using Artificial Neural Networks
by L. Hedhili Zaier & M. Abed - 1834-1844 On Testing Exponentiality against NBAFR Alternatives
by Aditi Pal & Murari Mitra & M. Z. Anis